Stability of coupled jump diffusions and applications

DOI10.1016/j.jde.2023.09.032arXiv2108.08866MaRDI QIDQ6140098

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Publication date: 19 January 2024

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.08866

zbMATH Keywords

stabilityoptimal controlstabilizationLyapunov exponentcoupled switching jump diffusion

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Jump processes on general state spaces (60J76)

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